Assessment Criteria

threshold

Satisfactory standard: 40-49
No major omissions or inaccuracies in the deployment of information/skills.
Some grasp of theoretical/conceptual/practical elements.
Integration of theory/practice/information present intermittently in pursuit of the assessed work's objectives.

good

Average Standard: 50-59
Much of the relevant information and skills mostly accurately deployed.
Adequate grasp of theoretical/conceptual/practical elements.
Fair integration of theory/practice/information in the pursuit of the assessed work's objectives.
Some evidence of the use of creative and reflective skills.

High Standard: 60-69
Very good performance
Most of the relevant information accurately deployed.
Good grasp of theoretical/conceptual/practical elements.
Good integration of theory/practice/information in pursuit of the assessed work's
objectives.
Evidence of the use of creative and reflective skills.

excellent

Excellent standard: 70+
An outstanding performance, exceptionally able.
The relevant information accurately deployed.
Excellent grasp of theoretical/conceptual/practice elements.
Good integration of theory/practice/information in pursuit of the assessed work's objectives.
Strong evidence of the use of creative and reflective skills.

Demonstrate a critical understanding of benchmarking and models of expected returns.

Demonstrate a critical knowledge of methods used to test empirically for excess returns.

Articulate the theoretical rationale proposed in the academic literature for the apparent excess profitability of some strategies

Demonstrate a critical awareness of issues relating to the real-world implementation of trading strategies inspired by academic research, including the impact of liquidity, leverage, and trading costs on returns and risk.

Assessment Methods

Type

Name

Description

Weight

Written assignment, including essay

Coursework of 1000 words

An analysis of real-world data, involving a written submission. This will include screenshots or similar representations of Excel-based data analysis (including formulae). Submission of associated Excel file(s).

40

EXAM

Exam S2 1.5 hours

60

Teaching and Learning Strategy

Hours

Lecture

Traditional lectures plus worksheet questions which students prepare in advance. Some classes involve worked illustrations in Excel.

20

Private study

80

Transferable skills

Literacy - Proficiency in reading and writing through a variety of media

Numeracy - Proficiency in using numbers at appropriate levels of accuracy

Computer Literacy - Proficiency in using a varied range of computer software

Self-Management - Able to work unsupervised in an efficient, punctual and structured manner. To examine the outcomes of tasks and events, and judge levels of quality and importance

Exploring - Able to investigate, research and consider alternatives

Information retrieval - Able to access different and multiple sources of information

Inter-personal - Able to question, actively listen, examine given answers and interact sensitevely with others

Critical analysis & Problem Solving - Able to deconstruct and analyse problems or complex situations. To find solutions to problems through analyses and exploration of all possibilities using appropriate methods, rescources and creativity.

Argument - Able to put forward, debate and justify an opinion or a course of action, with an individual or in a wider group setting

Self-awareness & Reflectivity - Having an awareness of your own strengths, weaknesses, aims and objectives. Able to regularly review, evaluate and reflect upon the performance of yourself and others